Generic Pareto local search metaheuristic for optimization of targeted offers in a bi-objective direct marketing campaign.

dc.contributor.authorCoelho, Vitor Nazário
dc.contributor.authorOliveira, Thays Aparecida de
dc.contributor.authorCoelho, Igor Machado
dc.contributor.authorCoelho, Bruno Nazário
dc.contributor.authorFleming, Peter J.
dc.contributor.authorGuimarães, Frederico Gadelha
dc.contributor.authorRamalhinho, Helena
dc.contributor.authorSouza, Marcone Jamilson Freitas
dc.contributor.authorTalbi, El-Ghazali
dc.contributor.authorLust, Thibaut
dc.date.accessioned2018-01-30T13:05:05Z
dc.date.available2018-01-30T13:05:05Z
dc.date.issued2016
dc.description.abstractCross-selling campaigns seek to offer the right products to the set of customers with the goal of maximizing expected profit, while, at the same time, respecting the purchasing constraints set by investors. In this context, a bi-objective version of this NP-Hard problem is approached in this paper, aiming at maximizing both the promotion campaign total profit and the risk-adjusted return, which is estimated with the reward-to-variability ratio known as Sharpe ratio. Given the combinatorial nature of the problem and the large volume of data, heuristic methods are the most common used techniques. A Greedy Randomized Neighborhood Structure is also designed, including the characteristics of a neighborhood exploration strategy together with a Greedy Randomized Constructive technique, which is embedded in a multi-objective local search metaheuristic. The latter combines the power of neighborhood exploration by using a Pareto Local Search with Variable Neighborhood Search. Sets of non-dominated solutions obtained by the proposed method are described and analyzed for a number of problem instances.pt_BR
dc.identifier.citationCOELHO, V. N. et al. Generic Pareto local search metaheuristic for optimization of targeted offers in a bi-objective direct marketing campaign. Computers & Operations Research, v. 78, p. 578-587,  2016. Disponível em: <https://www.sciencedirect.com/science/article/pii/S0305054816302283>. Acesso em: 16 jan. 2018.pt_BR
dc.identifier.doihttps://doi.org/10.1016/j.cor.2016.09.008
dc.identifier.issn0305-0548
dc.identifier.urihttp://www.repositorio.ufop.br/handle/123456789/9371
dc.identifier.uri2https://www.sciencedirect.com/science/article/pii/S0305054816302283pt_BR
dc.language.isoen_USpt_BR
dc.rightsrestritopt_BR
dc.subjectDirect marketing campaignpt_BR
dc.subjectSharpe ratiopt_BR
dc.subjectCross-sellingpt_BR
dc.subjectMetaheuristicspt_BR
dc.titleGeneric Pareto local search metaheuristic for optimization of targeted offers in a bi-objective direct marketing campaign.pt_BR
dc.typeArtigo publicado em periodicopt_BR
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